+695.5%
NFLX vs SYF
+263.6%
+432.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | -5.0% | +2.6% | -7.6% | -5.5% |
| 30D | +3.5% | 0.0% | +3.5% | +3.5% |
| 3M | -7.1% | +11.9% | -19.0% | -9.7% |
| 6M | -22.5% | +18.9% | -41.4% | -25.8% |
| YTD | -18.1% | -4.6% | -13.5% | -18.1% |
| 1Y | -38.3% | +6.4% | -44.7% | -40.0% |
| 3Y | +73.4% | +167.2% | -93.8% | +33.0% |
| 5Y | +26.7% | +92.3% | -65.7% | +1.9% |
| All | +695.5% | +263.6% | +432.0% | +433.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling